Let Z 1 , Z 2 . . . .. Z n be independent standard normal random variables, and let S j = ∑ i = 1 j Z i a. What is the conditional distribution of S n given that S k = y . Find it for k = 1 , ... , n − 1 . b. Show that for 1 ≤ k ≤ n , the conditional distribution of S k given that S n = x is normal with mean x k n and variance k ( n − k ) n .
Let Z 1 , Z 2 . . . .. Z n be independent standard normal random variables, and let S j = ∑ i = 1 j Z i a. What is the conditional distribution of S n given that S k = y . Find it for k = 1 , ... , n − 1 . b. Show that for 1 ≤ k ≤ n , the conditional distribution of S k given that S n = x is normal with mean x k n and variance k ( n − k ) n .
Solution Summary: The author explains the conditional distribution of mathrmS_MATHRMn, which is the normal random variable.
Let
Z
1
,
Z
2
.
.
.
..
Z
n
be independent standard normal random variables, and let
S
j
=
∑
i
=
1
j
Z
i
a. What is the conditional distribution of
S
n
given that
S
k
=
y
. Find it for
k
=
1
,
...
,
n
−
1
.
b. Show that for
1
≤
k
≤
n
, the conditional distribution of
S
k
given that
S
n
=
x
is normal with mean
x
k
n
and variance
k
(
n
−
k
)
n
.
Definition Definition Measure of central tendency that is the average of a given data set. The mean value is evaluated as the quotient of the sum of all observations by the sample size. The mean, in contrast to a median, is affected by extreme values. Very large or very small values can distract the mean from the center of the data. Arithmetic mean: The most common type of mean is the arithmetic mean. It is evaluated using the formula: μ = 1 N ∑ i = 1 N x i Other types of means are the geometric mean, logarithmic mean, and harmonic mean. Geometric mean: The nth root of the product of n observations from a data set is defined as the geometric mean of the set: G = x 1 x 2 ... x n n Logarithmic mean: The difference of the natural logarithms of the two numbers, divided by the difference between the numbers is the logarithmic mean of the two numbers. The logarithmic mean is used particularly in heat transfer and mass transfer. ln x 2 − ln x 1 x 2 − x 1 Harmonic mean: The inverse of the arithmetic mean of the inverses of all the numbers in a data set is the harmonic mean of the data. 1 1 x 1 + 1 x 2 + ...
Among a student group 54% use Google Chrome, 20% Internet Explorer, 10% Firefox, 5% Mozilla, and the rest use Safari. What is the probability that you need to pick 7 students to find 2 students using Google Chrome? Report answer to 3 decimals.
Samples of rejuvenated mitochondria are mutated (defective) with a probability 0.13. Find the probability that at most one sample is mutated in 10 samples. Report answer to 3 decimal places.
The same final exam of the astronomy course was given to two groups of students. The maximum number of points that a student can score is 100. The first group consisted of a random sample of 10 students who were taught by Professor A. Students from the first group obtained the following results:
87 88 91 88 86 92 81 93 73 99
The second group consisted of a random sample of 9 students who were taught by Professor B. Students from the second group obtained the following results:
74 74 79 97 67 88 86 83 78
Compute the mean squares of between-group variability, MSBET. Round your answer to two decimal places.
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